If someone creates an additional shipment, and the additional shipment is not needed, there is currently no way to delete the additional shipment.
Customer service informed me that I could view the list of orders, select the order having the additional shipment, and then cancel the order, and instead of cancelling the entire order, doing so cancel only the additional shipment.
This is terrible UX design, because while viewing the list of orders, the cancel button should act upon the selected orders, but instead acts upon the unshipped shipments for the selected orders, which is very different.
But besides the terrible UX, the cancel doesn't actually do what is needed: delete the shipment. Apparently, besides not being able to delete orders, there is no way to delete shipments. Both use cases need to be addressed.